On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the empirical characteristic function process of the residuals in GARCH models and applications |
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On the empirical characteristic function process of the residuals in GARCH models and applications (English)
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29 January 2015
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GARCH
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residuals
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empirical characteristic function
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symmetry
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goodness-of-fit
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bootstrap
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